Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.277870 0.302130 0.328495 0.359447 0.395012 0.434868 0.483296
2025-12-07 0.245099 0.275975 0.311403 0.355569 0.409896 0.475557 0.562565
2025-12-14 0.222022 0.256329 0.297281 0.350700 0.420012 0.509131 0.636379
2025-12-21 0.203444 0.239388 0.283618 0.343415 0.424447 0.534210 0.701602
2025-12-28 0.193979 0.232395 0.281063 0.349206 0.445672 0.583614 0.809561
2026-01-04 0.187471 0.228314 0.281461 0.358369 0.471938 0.643370 0.945949
2026-01-11 0.177628 0.218942 0.273779 0.355127 0.479221 0.674761 1.041897
2026-01-18 0.171642 0.214188 0.271831 0.359599 0.498240 0.727289 1.188962
2026-01-25 0.161239 0.202699 0.259567 0.347547 0.489566 0.731365 1.242085
2026-02-01 0.151651 0.191804 0.247442 0.334666 0.478055 0.728553 1.279852
2026-02-08 0.145823 0.185853 0.242045 0.331645 0.482475 0.755111 1.389736
2026-02-15 0.143581 0.184819 0.243688 0.339681 0.506480 0.822408 1.619126
2026-02-22 0.139265 0.180697 0.240651 0.340219 0.517860 0.868027 1.816682
2026-03-01 0.134567 0.175779 0.236105 0.337878 0.523671 0.903155 2.001903
2026-03-08 0.129830 0.170576 0.230820 0.333857 0.525822 0.930699 2.178479
2026-03-15 0.124847 0.164792 0.224325 0.327281 0.522314 0.944796 2.318803
2026-03-22 0.122923 0.163498 0.224780 0.332745 0.543119 1.020419 2.731833
2026-03-29 0.121765 0.163291 0.226914 0.341295 0.571258 1.121351 3.343183
2026-04-05 0.118296 0.159382 0.222850 0.338295 0.574704 1.158519 3.702840
2026-04-12 0.116461 0.157922 0.222697 0.342457 0.594147 1.244947 4.431031
2026-04-19 0.111774 0.151839 0.214629 0.331254 0.578167 1.225155 4.505993
2026-04-26 0.107167 0.145754 0.206357 0.319265 0.559492 1.194641 4.494384
2026-05-03 0.104514 0.142671 0.202992 0.316451 0.561613 1.228488 4.977779